Connections to Gaussian processes

Hover over the links for details on some connections. Dots indicate ‘special cases of’. Undirected connections suggest equivalence or a more complex relationship. Note this is for a quick reference, not an exhaustive one.

Matern class

Note that covariance functions are written identically in slightly different ways in different sources, and this is just one representation. See the Rasmussen and Williams link for details.

\[h^2\frac{2^{1-\nu}}{\Gamma(\nu)}(2\sqrt{\nu}\frac{|x_i-x_j|}{\lambda})\mathcal{B}_\nu(2\sqrt{\nu}\frac{|x_i-x_j|}{\lambda})\]

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References